A reliable numerical method to price arithmetic Asian options (Q387463): Difference between revisions
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Revision as of 03:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reliable numerical method to price arithmetic Asian options |
scientific article |
Statements
A reliable numerical method to price arithmetic Asian options (English)
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23 December 2013
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Asian options
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partial differential equations
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finite difference methods
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Monte Carlo method
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stability analysis
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